compile.exe and
spcomp.exe only really matter if you're doing plugin development (i.e., modifying / writing your own plugins, or compiling those that don't have prebuilt releases). I don't think you even need the scripting directory on a server.
The SourceMod installation comes with those plugins precompiled (those are the .smx files in
plugins/), so I wouldn't worry about it.
If you would like to get started writing plugins, you'll want to take a look at the
intro to plugins and
intro to SourcePawn wiki entries, and look at the source code of released plugins.
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